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Publication:3720439
zbMath0591.93066MaRDI QIDQ3720439
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
surveymaximum principledynamic programmingstochastic optimal controlpartial informationNonlinear filtering
Filtering in stochastic control theory (93E11) Dynamic programming in optimal control and differential games (49L20) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Diffusion processes (60J60) Stochastic systems in control theory (general) (93E03) Optimality conditions for problems involving randomness (49K45)
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The probabilistic structure of controlled diffusion processes ⋮ A risk-sensitive maximum principle ⋮ Filltering of a partially observed process in the case of a high signal –to–noise ratio for correlated systems
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